Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1910535.7619 | 1752436.1205 | 158099.6414 | 18499263.6959 | 12938376.5966 | 5560887.0993 |
Total P&L (%) | 1910.5358 | 1752.4361 | 158.0996 | 18499.2637 | 12938.3766 | 5560.8871 |
Avg Daily Profit (%) | 1.0327 | 0.9473 | 0.0855 | 0.2829 | 0.2636 | 0.2184 |
Buy And Hold Return (%) | 185.0999 | 185.0999 | 185.0999 | 185.0999 | 185.0999 | 185.0999 |
Max Trade Drawdown | -128206 | -70245 | -76560 | -40935528 | -24862226 | -22976644 |
Profit Factor | 5.1722 | 8.9855 | 1.663 | 1.2217 | 1.2868 | 1.1451 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 31.8681 | 28.2609 | 35.5556 | 31.8681 | 28.2609 | 35.5556 |
Ratio Avg Win / Avg Loss | 11.0577 | 22.8093 | 3.0141 | 2.6119 | 3.2665 | 2.0755 |
Largest Winning Trade | 1403702 | 1403702 | 75452 | 22859984 | 22859984 | 10157704 |
Largest Losing Trade | -22934 | -19606 | -22934 | -9159497 | -9159497 | -6258344 |
Avg Bars in Trades | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Winners | 145 | 148 | 142 | 145 | 148 | 142 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 5334 | 2575 | 2759 | 5334 | 2575 | 2759 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521305 | 232301 | -247040 | 95546 | -5673 | -57183 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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